Classical ruin theory, individual risk models, collective risk models, models for loss severity: parametric models, tail behavior, models for loss frequency, mixed Poisson models; compound Poisson models, convolutions and recursive methods, probability and moment generating functions. Prerequisite: One of STAT 371 or STAT 281.
Section | Capacity | Class times | Login to view Instructor(s) and Location |
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LECTURE A1
(53202) |
35 |
2025-09-02 - 2025-12-08 (TR)
09:30 - 10:50
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